+2,521.8%
IBM vs WELL
+19,534.7%
-17,012.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.0% | +4.4% | -9.4% | -6.0% |
| 30D | +11.1% | +10.8% | +0.3% | +8.3% |
| 3M | +5.7% | +4.2% | +1.5% | +4.4% |
| 6M | +10.1% | +14.0% | -3.9% | +5.9% |
| YTD | -15.6% | +33.4% | -49.0% | -22.3% |
| 1Y | -19.5% | +32.4% | -52.0% | -25.8% |
| 3Y | +80.4% | +194.7% | -114.3% | +35.2% |
| 5Y | +140.0% | +226.5% | -86.5% | +72.9% |
| 10Y | +155.0% | +429.8% | -274.9% | +52.7% |
| All | +2,521.8% | +19,534.7% | -17,012.9% | +844.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WELL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling